+52.1%
TTWO vs SW
+19.6%
+32.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -8.8% | -5.1% | -3.7% | -8.5% |
| 30D | -8.6% | -4.6% | -4.0% | -8.3% |
| 3M | -0.9% | +9.4% | -10.3% | -1.5% |
| 6M | -0.5% | +3.5% | -4.0% | -0.8% |
| YTD | -16.1% | +22.0% | -38.2% | -17.9% |
| 1Y | -10.8% | +2.2% | -13.0% | -11.2% |
| All | +52.1% | +19.6% | +32.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling